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                                <h2 id="&#x6570;&#x636E;&#x7EDF;&#x4E00;">&#x6570;&#x636E;&#x7EDF;&#x4E00;</h2>
<p>&#x6570;&#x636E;&#x666E;&#x904D;&#x4F7F;&#x7528;&#x5BBD;&#x8868;&#x5F62;&#x5F0F;&#x7EC4;&#x7EC7;&#xFF0C;&#x5373;index&#x4E3A;date&#xFF0C;column&#x4E3A;ticker&#x3002;</p>
<p>&#x5176;&#x4E2D;index&#x4E3A;datetime&#x683C;&#x5F0F;&#xFF0C;column&#x4E3A;wind&#x683C;&#x5F0F;&#xFF08;&#x80A1;&#x7968;&#xFF09;&#xFF0C;&#x4EE3;&#x7801;&#xFF08;&#x671F;&#x8D27;&#xFF09;</p>
<ul>
<li>wind&#x683C;&#x5F0F;&#xFF0C;&#x53EF;&#x4F7F;&#x7528;<code>Quant_Share.format_stockCode</code>&#x8FDB;&#x884C;&#x7EDF;&#x4E00;&#x540E;&#x5F97;&#x5230;</li>
<li>&#x671F;&#x8D27;&#x4EE3;&#x7801;&#xFF0C;&#x53EF;&#x67E5;&#x770B;&#x5E38;&#x91CF;<code>Quant_Share.futures_list</code></li>
</ul>
<h2 id="&#x76EE;&#x5F55;&#x8BF4;&#x660E;">&#x76EE;&#x5F55;&#x8BF4;&#x660E;</h2>
<pre><code class="lang-shell">- Euclid_work
  - dataFile  # &#x80A1;&#x7968;&#x6570;&#x636E;&#x6587;&#x4EF6;
      - bench_price  # &#x5177;&#x4F53;&#x8868;&#x540D;
      - ...
  - Utils
      - init.py  # &#x5E93;&#x914D;&#x7F6E;&#x6587;&#x4EF6;
      - BackTest.py  # &#x56DE;&#x6D4B;&#x5DE5;&#x5177;
      - Eucld_get_data.py  # get_data&#x51FD;&#x6570;
      - Utils.py  # &#x5DE5;&#x5177;&#x51FD;&#x6570;&#x53CA;&#x5E38;&#x91CF;
- Fut_Data  # &#x671F;&#x8D27;&#x6570;&#x636E;&#x6587;&#x4EF6;
    - Broker_Data  # &#x5177;&#x4F53;&#x8868;&#x540D;
- README.md
</code></pre>
<h2 id="&#x5173;&#x4E8E;&#x6570;&#x636E;&#x50A8;&#x5B58;&#x5F62;&#x5F0F;">&#x5173;&#x4E8E;&#x6570;&#x636E;&#x50A8;&#x5B58;&#x5F62;&#x5F0F;</h2>
<p><code>dataFile</code> &#x548C; <code>Fut_Data</code>&#x5747;&#x6570;&#x636E;&#x50A8;&#x5B58;&#x8DEF;&#x5F84;&#xFF0C;&#x4F46;&#x4E24;&#x8005;&#x5B58;&#x50A8;&#x7EC4;&#x7EC7;&#x5F62;&#x5F0F;&#x4E0D;&#x540C;&#xFF0C;&#x66F4;&#x63A8;&#x8350;&#x7B2C;&#x4E00;&#x79CD;</p>
<h3 id="datafile"><code>dataFile</code></h3>
<p><code>dataFile</code>&#x4E3A;&#x6570;&#x636E;&#x6587;&#x4EF6;&#x7684;<code>root</code>&#x8DEF;&#x5F84;&#xFF0C;&#x5176;&#x4E0B;&#x6BCF;&#x4E00;&#x4E2A;&#x6587;&#x4EF6;&#x5939;&#x4EE3;&#x8868;&#x4E00;&#x4E2A;&#x6570;&#x636E;&#x8868;&#xFF0C;&#x5206;&#x5E74;&#x4EFD;&#x3001;&#x5B63;&#x5EA6;&#x5B58;&#x50A8;&#x4E3A;<code>.h5</code>&#x6587;&#x4EF6;</p>
<p>&#x5173;&#x4E8E;<code>.h5</code>&#x6587;&#x4EF6;&#xFF0C;&#x9700;&#x8981;&#x8BF4;&#x7684;&#x662F;&#xFF0C;&#x5982;&#x679C;&#x5199;&#x5165;&#x7684;&#x662F;&#x4E00;&#x4E2A;&#x7A7A;&#x7684;<code>DataFrame</code>&#x4E5F;&#x662F;&#x4E0D;&#x4F1A;&#x62A5;&#x9519;&#x7684;&#xFF0C;&#x6240;&#x4EE5;&#x5E76;&#x975E;&#x6240;&#x6709;&#x7684;&#x6587;&#x4EF6;&#x5747;&#x5B58;&#x50A8;&#x6709;&#x6548;&#x6570;&#x636E;&#xFF0C;&#x663E;&#x7136;<code>HKshszHold_Y2023_Q4.h5</code>&#x65E0;&#x6570;&#x636E;</p>
<pre><code class="lang-shell">- dataFile
    - bench_price
        - bench_price_Y2015.h5
        - bench_price_Y2016.h5
        ...
        - bench_price_Y2023.h5
    - HKshszHold
        - HKshszHold_Y2015_Q1.h5
        - HKshszHold_Y2015_Q2.h5
        ...
        - HKshszHold_Y2023_Q4.h5
</code></pre>
<h3 id="futdata"><code>Fut_Data</code></h3>
<p><code>Fut_Data</code>&#x4E3A;&#x517C;&#x5BB9;&#x6570;&#x636E;&#x8DEF;&#x5F84;&#xFF0C;&#x591A;&#x4E3A;&#x671F;&#x8D27;&#x6570;&#x636E;&#x3002;&#x56E0;&#x4E3A;&#x6B64;&#x6570;&#x636E;&#x5728;&#x672C;&#x6846;&#x67B6;&#x4E4B;&#x524D;&#x5B58;&#x50A8;&#xFF0C;&#x6545;&#x8FDB;&#x884C;&#x517C;&#x5BB9;&#xFF0C;&#x540E;&#x7EED;&#x6570;&#x636E;&#x7EC4;&#x7EC7;&#x5F62;&#x5F0F;&#x5C06;&#x9075;&#x4ECE;<code>dataFile</code>&#x65B9;&#x5F0F;</p>
<p>&#x6B64;&#x7EC4;&#x7EC7;&#x5F62;&#x5F0F;&#x4E2D;&#xFF0C;&#x6CA1;&#x79CD;&#x671F;&#x8D27;&#x54C1;&#x79CD;&#x4E3A;&#x4E00;&#x4E2A;&#x6587;&#x4EF6;&#xFF0C;&#x4E14;&#x6709;&#x4E24;&#x4E2A;&#x6765;&#x6E90;<code>gm</code>:&#x6398;&#x91D1;&#xFF0C;<code>qe</code>:&#x672A;&#x77E5;&#xFF0C;<code>qe</code>&#x6570;&#x636E;&#x7F3A;&#x5931;&#xFF0C;&#x6545;&#x9ED8;&#x8BA4;&#x5BFC;&#x51FA;<code>gm</code>&#x6570;&#x636E;&#x6E90;&#x3002;&#x4E24;&#x4E2A;&#x6765;&#x6E90;&#x7684;&#x6587;&#x4EF6;&#x547D;&#x540D;&#x6709;&#x5DEE;&#x522B;&#xFF0C;&#x4F46;&#x5DF2;&#x517C;&#x5BB9;&#x3002;</p>
<p>&#x6B64;&#x5916;&#xFF0C;&#x5982;&#x679C;&#x8868;&#x4E2D;&#x6709;&#x6811;&#x5F62;&#x673A;&#x6784;&#xFF0C;&#x4F8B;&#x5982;<code>Price_Volume_Data</code>&#x4E0B;&#x8BBE;<code>main</code>&#x548C;<code>submain</code>&#x53EF;&#x4EE5;&#x901A;&#x8FC7;&#x8BBE;&#x7F6E;&#x8868;&#x540D;&#x6765;&#x5B9E;&#x73B0;&#x517C;&#x5BB9;&#xFF0C;&#x4F8B;<code>Price_Volume_Data/main</code></p>
<pre><code class="lang-shell">- Fut_Data
    - Broker_Data
        - 2016
            - gm
                - CFFEX.IC.h5
                - CFFEX.IC.h5
            - qe
                - A_qe.h5
                - AG_qe.h5
        ...
        - 2023
    - Price_Volume_Data
        - main
            - 2016
                - gm
                    - CFFEX.IC_gm.h5
                    - CFFEX.IF_gm.h5
                - qe
                    - A_qe.h5
            ...
            - 2023
        - submain
            - 2016
            ...
            - 2023
</code></pre>

                                
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